Found A Coloured Dot On My New Monitor, Is It A Dead Pixel Or A Stuck One?

Your description points clearly to a stuck sub-pixel, and the difference matters.

Each pixel is made of three sub-pixels: red, green and blue. A dead pixel cannot light at all, so it shows as a dark dot on a white or coloured screen. A stuck sub-pixel is always on, so it shows as a coloured dot on a black screen. Yours is green on black and invisible on white, which is the textbook stuck green sub-pixel. A white dot on black would be a fully bright pixel.

Stuck sub-pixels sometimes respond to a pixel-flashing tool, which rapidly cycles colours over the spot for a while. It does not always work, and a revived pixel can occasionally return, but it costs nothing to try. A dead pixel whose transistor has failed cannot be revived this way.

On returning it: manufacturers' pixel policies are usually written around ISO 9241-307 classes, which allow a small number of defects on many consumer monitors, so a single stuck sub-pixel may be within the manufacturer's policy. Lenovo's published pixel policy is a good example of how those limits are set out. But you are inside the retailer's return window, and retailer returns are often simpler than a manufacturer warranty claim. If the dot bothers you, read the retailer's policy and act before the window closes.

Avoid pressing on the panel to fix it. It gets suggested online, and it can make things worse.